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Equity pricing and stock market anomalies

Author

Listed:
  • Hawawini, Gabriel
  • Banz, Rolf

Abstract

A review and interpretation of stock market anomalies in their effect on the pricing of equity.

Suggested Citation

  • Hawawini, Gabriel & Banz, Rolf, 1987. "Equity pricing and stock market anomalies," MPRA Paper 44891, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:44891
    as

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    File URL: https://mpra.ub.uni-muenchen.de/44891/2/MPRA_paper_10097.pdf
    File Function: original version
    Download Restriction: no
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    References listed on IDEAS

    as
    1. Corhay, Albert & Hawawini, Gabriel & Michel, Pierre, 1987. "Seasonality in the Risk-Return Relationship: Some International Evidence," Journal of Finance, American Finance Association, vol. 42(1), pages 49-68, March.
    2. Hawawini, Gabriel A. & Michel, Pierre A., 1982. "The pricing of risky assets on the Belgian stock market," Journal of Banking & Finance, Elsevier, vol. 6(2), pages 161-178, June.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Barbara Rovetta, 2006. "Investment Policies and Excess Returns in Corporate Spin-offs: Evidence from the US Market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(3), pages 287-307, September.

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    More about this item

    Keywords

    Stock prices; equity pricing; stock market anomalies;
    All these keywords.

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

    Statistics

    Access and download statistics

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